It means that Cutomers data are repeated for each Order. Now lets extend the example with another entities - 'OrderLine (Id, OrderId, ProductId, Quantity)andProduct (Id, Name)`. Now we want to query a customer with her orders, order lines and products:

As you can see data become quite a lot duplicated. Generaly each include to a reference navigation propery (Product in the example) will add new columns and each include to a collection navigation property (Orders and OrderLines in the example) will add new columns and duplicate already created rows for each row in the included collection.

It means that your example can easily have houndred columns and thousands rows which is a lot of data to transfer. Correct approach is creating performance tests and if the result will not satisfy your expectations, you can modify your query and load navigation properties separately by their own queries or by LoadProperty method.

Edit: I just created proposal on Data UserVoice to support additional eager loading strategy where eager loaded data would be passed in additional result set (created by separate query within the same database roundtrip). If you find this improvement interesting don't forget to vote for the proposal.

+5 (if I could) I wasn't aware of that and used to work with eager loading rather naively. That's a really good example how much knowledge about the "R" in "ORM" is still necessary to use an ORM effectively - unfortunately...
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SlaumaApr 2 '11 at 18:20

+1 I found this myself. It's always better to create a number of smaller queries and execute them separately than it is to run them one by one. But what's good is that by the magic of EF, it automatically builds up the object graph for you. So if you load your users in one query, then load your skills, they'll automatically appear in each other's navigation properties. (I'm assuming this is EF in general as I use Code First).
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GenericTypeTeaApr 2 '11 at 8:48

@Generic Type Tea, I believe it is general for EF. In fact, I think they build the navigation properties upon first access...
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Stephen ChungApr 2 '11 at 9:09